Trading Metrics calculated at close of trading on 19-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
6,337.0 |
6,298.0 |
-39.0 |
-0.6% |
5,947.0 |
High |
6,381.5 |
6,358.5 |
-23.0 |
-0.4% |
6,378.0 |
Low |
6,301.5 |
6,296.5 |
-5.0 |
-0.1% |
5,943.0 |
Close |
6,375.5 |
6,324.0 |
-51.5 |
-0.8% |
6,313.0 |
Range |
80.0 |
62.0 |
-18.0 |
-22.5% |
435.0 |
ATR |
131.5 |
127.7 |
-3.7 |
-2.9% |
0.0 |
Volume |
92,611 |
113,086 |
20,475 |
22.1% |
760,972 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,512.5 |
6,480.0 |
6,358.0 |
|
R3 |
6,450.5 |
6,418.0 |
6,341.0 |
|
R2 |
6,388.5 |
6,388.5 |
6,335.5 |
|
R1 |
6,356.0 |
6,356.0 |
6,329.5 |
6,372.0 |
PP |
6,326.5 |
6,326.5 |
6,326.5 |
6,334.5 |
S1 |
6,294.0 |
6,294.0 |
6,318.5 |
6,310.0 |
S2 |
6,264.5 |
6,264.5 |
6,312.5 |
|
S3 |
6,202.5 |
6,232.0 |
6,307.0 |
|
S4 |
6,140.5 |
6,170.0 |
6,290.0 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,516.5 |
7,349.5 |
6,552.0 |
|
R3 |
7,081.5 |
6,914.5 |
6,432.5 |
|
R2 |
6,646.5 |
6,646.5 |
6,393.0 |
|
R1 |
6,479.5 |
6,479.5 |
6,353.0 |
6,563.0 |
PP |
6,211.5 |
6,211.5 |
6,211.5 |
6,253.0 |
S1 |
6,044.5 |
6,044.5 |
6,273.0 |
6,128.0 |
S2 |
5,776.5 |
5,776.5 |
6,233.0 |
|
S3 |
5,341.5 |
5,609.5 |
6,193.5 |
|
S4 |
4,906.5 |
5,174.5 |
6,074.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,451.5 |
6,246.0 |
205.5 |
3.2% |
97.0 |
1.5% |
38% |
False |
False |
110,961 |
10 |
6,451.5 |
5,834.0 |
617.5 |
9.8% |
133.0 |
2.1% |
79% |
False |
False |
130,735 |
20 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
133.0 |
2.1% |
87% |
False |
False |
122,832 |
40 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
112.0 |
1.8% |
87% |
False |
False |
104,831 |
60 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
110.0 |
1.7% |
87% |
False |
False |
98,503 |
80 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
92.5 |
1.5% |
87% |
False |
False |
73,953 |
100 |
6,451.5 |
5,463.0 |
988.5 |
15.6% |
76.5 |
1.2% |
87% |
False |
False |
59,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,622.0 |
2.618 |
6,521.0 |
1.618 |
6,459.0 |
1.000 |
6,420.5 |
0.618 |
6,397.0 |
HIGH |
6,358.5 |
0.618 |
6,335.0 |
0.500 |
6,327.5 |
0.382 |
6,320.0 |
LOW |
6,296.5 |
0.618 |
6,258.0 |
1.000 |
6,234.5 |
1.618 |
6,196.0 |
2.618 |
6,134.0 |
4.250 |
6,033.0 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
6,327.5 |
6,353.0 |
PP |
6,326.5 |
6,343.5 |
S1 |
6,325.0 |
6,333.5 |
|